-10.0%
MTZ vs FRMI
-93.7%
+83.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -3.1% |
| 7D | -8.7% | -24.3% | +15.6% | -4.4% |
| 30D | -15.0% | -55.1% | +40.1% | -4.5% |
| 3M | -32.6% | -73.8% | +41.2% | -18.5% |
| 6M | -56.3% | -70.6% | +14.2% | -47.9% |
| YTD | -16.8% | -80.8% | +63.9% | +1.3% |
| 1Y | -10.0% | -93.9% | +83.9% | +29.4% |
| All | -10.0% | -93.7% | +83.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling